Writing the sex scene in your story, eek! Ok after a couple of glasses of wine I can write pages of sweaty passion. But how do you get over the embarrassment of someone you know reading your sex scene? The thought of your nan giving you disapproving looks is something I guess you have to learn to get over. I just hope nobody ask me questions about it !
The sex scene in a novel that includes a romantic plot between a hero and heroine is important in moving the story forward. Also your reader would expect it. Maybe not to the extreme that JR Ward writes them but a union of physical passion keeps your story exciting and satisfying. The sex scene should be something beautiful and realistic.
Link the characters emotions to the act. Also unless you are writing erotica avoid clichés, and sounding like a pervert.
A funny bit of advice I have heard is "avoid fluids stay with feelings".
Here is some more writing advive on the topic
20 steps to Writing Love Scenes
Sex In Fiction
Is It Difficult To Write Well About Sex ?
Sex In The Romance
Erotic Theasaurus And Synonyms